Ok, strip out the world-specific term "Nazi", and replace with with "Demon". It's effectively the comparison being made here, by assuming that anyone with the label "nazi" attached to them is effectively an inherently evil being.
Does helping demons automatically cause you to change alignments? The answer is it depends entirely on the act or acts commited, and how willingly they went along with it.
For example, if the scenario the GM puts forward absolutely requires that you do this, then you'd be an ass to make them change alignments as a result. If it's optional to work with demons, but in doing so you get a better result for others, then you might come off feeling a bit grubby, but would keep your alignment, if by working with them and things get worse for others, then you are looking at sliding from good alignments but not from neutral.
If on the other hand, you not only work with them, but whole-heartedly embrace their ideology and methodology, then that's the time an alignment change comes in.
Alignment is supposed to be how your actions are percieved by an all powerful cosmic judge (in the form of the GM), weighing both intent and deed against a scale of good, evil, law and chaos). It's a very different moralistic worldview to normal society, which tends to embrace moral relativism rahter than Pathfinder's moral absolutism.
As a final aside, Paladins would be at risk of falling for all except the first scenario, as the paladin code is very strict about working with evil beings.